During his stay in Stockholm in 1802–1803, his interest and rumoured affair with Aurora Wilhelmina Koskull attracted a lot of attention, and he reportedly had plans to marry her. Queen Charlotte recalled that William said of Koskull: "If she was your daughter, I would marry her!"[3]

The Duke and Duchess of Gloucester lived at Bagshot Park in Surrey. They had no children together; they had married when both were 40. The Duke had been encouraged to stay single, so that there might be a suitable groom for Princess Charlotte of Wales, the heiress to the throne, even if no foreign match proved suitable; she had married Prince Leopold of Saxe-Coburg ten weeks earlier.[6]

He kept more state than the King; he never permitted a gentleman to be seated in his presence (which King George did as an exceptional favour) and expected to be served coffee by the ladies of any party he attended, and that they would stand while he drank it.[9] The general estimate of his capacity is given by his nickname, "Silly Billy"; he was also called "Slice of Gloucester" and "Cheese",[8] a reference to Gloucester cheese.

William was granted use of his father's arms (being the arms of the kingdom, differenced by a label argent of five points, the centre bearing a fleur-de-lys azure, the other points each bearing a cross gules), the whole differenced by a label argent (or azure).[11]